S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 03/30/2021 PM
Daily Note: Markets held a very tight range today with the SPX ranging just 20 handles. QQQ was quiet at -50bps, but IWM added 168bps. Large gamma strikes kept the SPX in check as you can see in the chart below. The VIX declined to back under the 20 level, and these low volatility sessions […]
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